Search results

The current feed will be bonds and futures. Current workflow is order based. Queuing is not defined to us. It is supposed to resemble an actual market environment. Not going to be used in live environment as of now. But I do wish to achieve that level of performance, so that if required we can...

Well, our whole project stack is on java. Also, what is deprecated? I see it still being used in many companies in finance domain. Few migrated to scala, but rest are still on java. Current objective is not to be the fastest, we will reach there in due time. What we need is good design first...

What I wish to do in this thread is to find a data structure which best suits the business usecase of a typical LOB. I have finalized on of the component that I would need, that is the order book itself which will just execute order requests of all three types: CREATE, UPDATE and REMOVE. I am...

Agreed on that. At this point, I want to create the backbone framework of the order book. I will certainly try to optimize concurrency issues. Current priority is the implementation first. Once I get the core structure finalized. I will think of the design aspect.

I have read about disruptors before. But are you saying there is some logic that will be useful in developing an order book? I will check out out.

Thanks for the reply. Our whole project is custom made. We just use core java to implement our stuffs. Also I wish to learn about order book and I learn better when I am working on things like this.

Hi, I am developing an order book in java, which supports high speed order execution. I had previously developed a simple and messy order book based on two sorted maps, one for bid and one for ask. It is currently working in our project. Now I want to build a proper order book where the order...